Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| City and County of San Francisco 457 Deferred Compensation Plan Tactical Asset Allocation Moderate | NA | 34.65% | 15.41% | 16.39% | 10.50% | 10.60% | 11.01% | 10.50% |
Data as of 08/30/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| City and County of San Francisco 457 Deferred Compensation Plan Tactical Asset Allocation Moderate | 12/31/2000 | 11/13/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.19 | 34.65 | 15.41 | 16.39 | 10.50 | 10.60 | 11.01 | 10.50 | 29.18 | 25.36 | -3.89 | 13.50 | 20.69 | 16.17 | -3.03 | 12.29 | 3.98 | -0.59 | 6.41 | 13.94 | 14.09 | 1.62 | 10.67 | 18.64 | 2.56 | 11.74 | 19.86 | 7.38 | 15.10 | 13.51 | 2.28 | 2.94 |
| Sharpe Ratio | NA | 3.63 | 1.25 | 1.17 | 0.91 | NA | NA | 0.98 | 2.61 | 2.63 | -0.41 | 1.28 | 1.06 | 2.56 | -0.46 | 2.30 | 0.46 | -0.07 | 0.88 | 2.04 | 1.92 | 0.10 | 0.93 | 1.87 | 83.88 | 0.89 | 2.06 | 0.78 | 1.73 | 2.15 | 0.36 | 0.22 |
| Standard Deviation(%) | NA | 8.55 | 10.22 | 12.51 | 10.43 | NA | NA | 9.24 | 8.87 | 8.03 | 12.73 | 10.53 | 19.33 | 5.76 | 9.47 | 5.08 | 8.26 | 9.08 | 7.26 | 6.80 | 7.29 | 15.73 | 11.44 | 9.94 | 0.02 | 9.81 | 8.07 | 6.69 | 8.19 | 5.97 | 3.23 | 2.91 |
| Draw Down(%) | NA | 5.49 | 13.49 | 20.02 | 20.02 | NA | NA | 20.02 | 5.49 | 4.76 | 13.44 | 4.78 | 20.02 | 2.60 | 12.11 | 2.84 | 7.09 | 10.37 | 5.04 | 6.06 | 5.09 | 13.98 | 8.17 | 4.61 | 0.00 | 7.17 | 6.94 | 4.66 | 9.23 | 4.49 | 2.37 | 2.68 |
| Yield(%) | NA | 17.51 | 12.88 | 10.50 | 8.70 | NA | NA | 0.00 | 9.68 | 15.98 | 8.86 | 2.97 | 7.76 | 8.44 | 7.78 | 5.91 | 4.85 | 8.49 | 7.37 | 4.03 | 5.30 | 1.88 | 3.67 | 3.41 | 2.55 | 7.31 | 9.77 | 7.60 | 4.60 | 3.81 | 6.06 | 3.21 |
Data as of 08/30/2024, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| City and County of San Francisco 457 Deferred Compensation Plan Tactical Asset Allocation Moderate |
2.56%
Mar 2017 - Mar 2020 |
2.41%
Mar 2015 - Mar 2020 |
5.56%
Mar 2010 - Mar 2020 |
7.60%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| City and County of San Francisco 457 Deferred Compensation Plan Tactical Asset Allocation Moderate |
17.47%
Sep 2021 - Sep 2024 |
16.53%
Oct 2019 - Oct 2024 |
12.24%
Apr 2003 - Apr 2013 |
10.99%
Jun 2009 - Jun 2024 |
Annualized Rolling Returns Comparison Chart